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Buffet 70/30

Last updated Feb 24, 2024

Asset Allocation


BSV 30%VOO 70%BondBondEquityEquity
PositionCategory/SectorWeight
BSV
Vanguard Short-Term Bond ETF
Total Bond Market

30%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

70%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Buffet 70/30, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
12.34%
15.51%
Buffet 70/30
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns

As of Feb 24, 2024, the Buffet 70/30 returned 4.64% Year-To-Date and 9.48% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Buffet 70/304.64%2.72%12.34%22.13%10.85%9.48%
VOO
Vanguard S&P 500 ETF
6.86%4.08%16.40%30.22%14.63%12.76%
BSV
Vanguard Short-Term Bond ETF
-0.46%-0.43%3.10%4.53%1.28%1.27%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.23%
20232.41%-1.09%-3.47%-1.51%6.92%3.72%

Sharpe Ratio

The current Buffet 70/30 Sharpe ratio is 2.48. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.48

The Sharpe ratio of Buffet 70/30 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.48
2.23
Buffet 70/30
Benchmark (^GSPC)
Portfolio components

Dividend yield

Buffet 70/30 granted a 1.72% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Buffet 70/301.72%1.76%1.63%1.31%1.62%2.00%2.04%1.74%1.86%1.89%1.73%1.73%
VOO
Vanguard S&P 500 ETF
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BSV
Vanguard Short-Term Bond ETF
2.57%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%1.45%1.48%

Expense Ratio

The Buffet 70/30 has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Buffet 70/30
2.48
VOO
Vanguard S&P 500 ETF
2.39
BSV
Vanguard Short-Term Bond ETF
1.26

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BSVVOO
BSV1.00-0.12
VOO-0.121.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
Buffet 70/30
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Buffet 70/30. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Buffet 70/30 was 24.12%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.12%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-19.28%Dec 30, 2021198Oct 12, 2022294Dec 13, 2023492
-13.29%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-12.93%Jul 8, 201161Oct 3, 201178Jan 25, 2012139
-8.74%Nov 4, 201568Feb 11, 201642Apr 13, 2016110

Volatility Chart

The current Buffet 70/30 volatility is 2.83%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.83%
3.90%
Buffet 70/30
Benchmark (^GSPC)
Portfolio components
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